[tex]E = m c^2[/tex] is used to explain the maximum potential engery of a chunk of mass. For example if the mass where annihilated and coverted into energy. It's not meant to imply that engery has mass.

Photons only travel at the speed of light in a vacuum. They slow down when traveling through lenses or prisms for example, at least at the macro level. At the atomic level, I'm not sure if photons bounce off electrons, or if they're absorbed and then re-emitted by electrons. If they're absorbed and re-emitted, then maybe they alway travel at the speed of light and it's the absortion and re-emission process that slows the effective speed down.